Things to try:
1. Run it in Word safe mode (http://wordprocessing.about.com/od/troubleshootin1/qt/safemode.htm tells how to do it; there are 2 variants: 1) /a, 2) /safe, try both) to see if it's caused by some add-on.
2. Delete normal.dot
3. Repair from the Office CD.
4. Run it in a new Windows account (just as an experiment).
<span id="INSERTION_MARKER">Word 2003 keeps losing my docs and then tries to "Recover" the doc. Happens ALL the time and takes forever to complete a doc. How do I repair this?